Plutus VaR
Why should AI companies be the only ones to benefit from hardware improvement?
Introducing Plutus: VaR
Upgrade your value at risk analysis from neutral to outperform
Built for GPUs. Get your VaR in minutes.
Advantages of Plutus:VaR
• Lightning fast, high accuracy Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR)
• Monte Carlo pricing of American options on GPUs for maximum speed/accuracy
• Automatic scaling to any number of GPUs
• 1 million Monte Carlo simulations in ~20 seconds
Features
Value at Risk for 95%, 97.5%, and 99% confidence levels
• Monte Carlo VaR
• Historical 1 Year Simulation VaR
• Historical 2 Year Simulation VaR
• Historical 3 Year Simulation VaR
• View marginal VaR by asset